The sun warms up our planet but space is cold. If I lit a candle and stood 20 feet away, I could see the light but not feel the warmth. So, why do we feel warmth from the sun but space isn’t warmed by it?
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There are 3 types of heat transfer: conduction, convection, and radiation
Conduction is what we usually think of. If you touch something warm, the physical contact between you and the object is what allows heat to move
Convection is specifically with fluids (gasses and liquids) in motion. If you stand in front of a fan, the moving air transfers heat away from you. In some ways convection is just complex conduction as the particles near you are heated then move away and are replaced by new particles
Radiation is the final form, and does not require any sort of contact. Radiation heating is the weakest of the three types of heat transfer and can often be ignored. Put simply, infrared light (or any type of light really) from one object transfers energy to another object.
Because there is nothing in space, you cannot have convection or conduction between us and the sun. Instead, 100% of the heat energy coming from the sun is coming as light and transferring energy via Radiation.
Staying cold is just as much a problem as staying warm in space. If sunlight is hitting you there’s a massive amount of energy being transferred to you via IR Radiation. If the sunlight isn’t hitting you (say you’re behind the Earth), you will constantly be letting off IR radiation and losing heat. On earth we have air always touching us and the heat gained/lost from Radiation is negligible compared to conduction/convection with the air around us. But in space you don’t have an atmosphere as a thermal buffer, so heat gained/lost through Radiation becomes a lot more substantial
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